Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 639.526882 654.972996 670.166394 686.231679 702.732005 719.180631 736.813402
2026-01-11 619.559180 642.277626 664.926739 689.199988 714.475786 740.018735 767.782535
2026-01-18 605.028587 632.783639 660.726310 690.968569 722.778798 755.249210 790.904798
2026-01-25 594.905083 626.779471 659.131574 694.434019 731.880318 770.425617 813.115542
2026-02-01 585.565887 620.895763 657.010406 696.701242 739.113157 783.091682 832.166048
2026-02-08 577.560148 615.931465 655.405886 699.069197 746.036169 795.062015 850.141113
2026-02-15 569.626122 610.659475 653.118813 700.360877 751.486685 805.179127 865.878159
2026-02-22 562.609725 606.072110 651.288274 701.873305 756.926695 815.072118 881.188349
2026-03-01 555.694642 601.341950 649.071268 702.741448 761.462025 823.810680 895.094243
2026-03-08 548.590302 596.186847 646.190736 702.689663 764.813704 831.107151 907.292359
2026-03-15 543.269690 592.807315 645.086408 704.428123 769.989448 840.287030 921.473871
2026-03-22 537.056563 588.284769 642.580085 704.479455 773.176233 847.171936 933.032111
2026-03-29 532.567798 585.561451 641.963418 706.538938 778.523410 856.407052 947.195851
2026-04-05 529.040639 583.796022 642.309154 709.578378 784.887422 866.721119 962.541822
2026-04-12 524.874190 581.212106 641.649989 711.406980 789.822674 875.386716 976.006807
2026-04-19 522.152761 580.157037 642.617876 714.988090 796.668434 886.157133 991.835789
2026-04-26 518.737718 578.239376 642.545682 717.331046 802.064146 895.261403 1005.767030
2026-05-03 515.561498 576.514160 642.621146 719.778130 807.527446 904.410362 1019.740971
2026-05-10 511.779684 574.028568 641.771284 721.112989 811.675230 912.032717 1031.957362
2026-05-17 508.303589 571.820828 641.173120 722.675989 816.035230 919.864889 1044.403405
2026-05-24 504.520735 569.196941 640.041774 723.573166 819.585804 926.740201 1055.734779
2026-05-31 500.245140 565.943502 638.132042 723.519650 821.993840 932.268699 1065.489377
2026-06-07 497.316035 564.178393 637.872291 725.316265 826.495984 940.182264 1078.006496